IntraAlpha
Create free account Start free

Stonex Group Inc SNEX

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-23T04:07:24.335Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:06.617268539Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:23.468053+00:00

Share price$57.30
1D+1.0%
AH$55.87$56.34$56.80$57.26$57.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNEX
Sold putSold callAH

Stonex Group Inc options

Live interpolated SNEX call and put midpoint premiums by absolute delta.Stonex Group Inc$0.55$2.58$4.61$6.64$8.67$46.04$52.68$59.31$65.94$72.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNEX spot · $57.30SNEX PRICE$0.77$0.98$1.20$1.42$1.76$2.18$2.59$3.01$3.42$3.84$4.83$6.19$7.55$1.46$1.69$1.91$2.13$2.58$3.05$3.51$3.97$4.44$5.32$6.24$7.17$8.09
PutsExpensive1.16×
CallsExpensive1.11×
SkewBearish+10.62 pp
Implied moveBearish±$6.10
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.5945.7%14.1%47.7981.2%19.2%
25Δ63.2343.9%12.1%50.1471.7%15.4%
30Δ61.8642.1%10.1%52.4962.3%11.7%
35Δ60.5040.3%8.1%54.8452.9%8.0%
40Δ59.4739.9%6.9%55.9351.3%6.9%
45Δ58.6440.2%6.1%56.9350.3%6.0%
50Δ57.8140.6%5.4%57.9249.3%5.0%
55Δ56.9840.9%4.7%58.9248.3%4.1%
60Δ56.1541.2%4.0%59.9247.3%3.2%
65Δ55.3241.6%3.2%61.1247.2%2.6%
70Δ54.0544.7%2.8%62.3447.3%2.1%
75Δ52.4849.7%2.4%63.5647.3%1.6%
80Δ50.9254.7%2.0%64.7947.3%1.1%

20Δ

Calls
Pseudo strike
64.59
IV
45.7%
B/E move
14.1%
Puts
Pseudo strike
47.79
IV
81.2%
B/E move
19.2%

25Δ

Calls
Pseudo strike
63.23
IV
43.9%
B/E move
12.1%
Puts
Pseudo strike
50.14
IV
71.7%
B/E move
15.4%

30Δ

Calls
Pseudo strike
61.86
IV
42.1%
B/E move
10.1%
Puts
Pseudo strike
52.49
IV
62.3%
B/E move
11.7%

35Δ

Calls
Pseudo strike
60.50
IV
40.3%
B/E move
8.1%
Puts
Pseudo strike
54.84
IV
52.9%
B/E move
8.0%

40Δ

Calls
Pseudo strike
59.47
IV
39.9%
B/E move
6.9%
Puts
Pseudo strike
55.93
IV
51.3%
B/E move
6.9%

45Δ

Calls
Pseudo strike
58.64
IV
40.2%
B/E move
6.1%
Puts
Pseudo strike
56.93
IV
50.3%
B/E move
6.0%

50Δ

Calls
Pseudo strike
57.81
IV
40.6%
B/E move
5.4%
Puts
Pseudo strike
57.92
IV
49.3%
B/E move
5.0%

55Δ

Calls
Pseudo strike
56.98
IV
40.9%
B/E move
4.7%
Puts
Pseudo strike
58.92
IV
48.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
56.15
IV
41.2%
B/E move
4.0%
Puts
Pseudo strike
59.92
IV
47.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
55.32
IV
41.6%
B/E move
3.2%
Puts
Pseudo strike
61.12
IV
47.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
54.05
IV
44.7%
B/E move
2.8%
Puts
Pseudo strike
62.34
IV
47.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
52.48
IV
49.7%
B/E move
2.4%
Puts
Pseudo strike
63.56
IV
47.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
50.92
IV
54.7%
B/E move
2.0%
Puts
Pseudo strike
64.79
IV
47.3%
B/E move
1.1%

Options history

No recorded observations